+121.1%
EEM vs TFC
+79.2%
+41.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | +2.7% | +2.3% | +0.4% | +2.0% |
| 30D | -5.4% | +10.8% | -16.2% | -8.1% |
| 3M | -8.6% | -3.8% | -4.9% | -7.8% |
| 6M | -8.9% | +9.6% | -18.5% | -11.7% |
| YTD | +11.9% | +5.8% | +6.1% | +9.3% |
| 1Y | +13.1% | +16.2% | -3.1% | +7.4% |
| 3Y | +70.7% | +96.0% | -25.3% | +36.4% |
| 5Y | +31.8% | +1.7% | +30.1% | +25.2% |
| All | +121.1% | +79.2% | +41.9% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling